Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47922.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46527.4 Kr¶

PnL: ---------------------------------------> -361.17 Kr¶

DD now: ---------------------------------> -1.455 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:04:43.284322'

Anic Portfolio¶

Today¶

Return: -0.061 %¶

This Week¶

Return: 0.02 %¶

Total¶

Return: 56.886 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
SAAB B 8 1.310000 3452.000000 75.000000 2.220000 3377.000000
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
AcadeMedia 12 -0.490000 604.200000 47.200000 8.470000 557.000004
Corem Property Group B 59 -0.280000 620.680000 43.680000 7.570000 576.999999
Resurs Holding 22 0.250000 610.940000 36.940000 6.440000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.900000 387.400000 32.400000 9.130000 355.000000
Boozt 12 -0.640000 1686.000000 32.000000 1.930000 1653.999996
Nordea Bank Abp 29 0.890000 3485.220000 31.220000 0.900000 3453.999992
Norva24 Group 16 1.190000 573.120000 30.120000 5.550000 543.000000
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
HMS Networks 2 -1.800000 698.000000 25.000000 3.710000 673.000000
Swedbank A 3 0.310000 582.900000 18.900000 3.350000 564.000000
Intrum 4 0.000000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Coor Service Management Hold. 8 0.070000 542.400000 10.400000 1.950000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.230000 549.000000 3.000000 0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.000000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 0.210000 561.800000 -12.200000 -2.130000 574.000000
CTEK 13 0.050000 517.660000 -16.340000 -3.060000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
Sampo Oyj SDB 7 0.180000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 0.180000 559.000000 -35.570000 -5.980000 594.565215
Vivesto 1368 0.000000 547.200000 -65.800000 -10.730000 612.999432
Fasadgruppen Group 35 2.350000 3661.000000 -150.000000 -3.940000 3810.999990
Axfood 13 0.440000 3598.400000 -157.600000 -4.200000 3756.000001
OX2 18 -0.810000 1436.400000 -227.600000 -13.680000 1663.999992
Ovzon 52 0.000000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46473.950000 -414.620000 -1.56482% 46888.564618

Updated:¶

'2023-01-25 09:03:51.973877'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶